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Description
  • Jako zobecnění lineárního modelu klouzavých součtů MA je navržen model klouzavých součtů s náhodnými koeficienty (RCMA). Jsou odvozeny některé jeho základní vlastnosti, speciálně je studována invertibilita modelu RCMA(1). (cs)
  • A linear moving average model with random coefficients (RCMA) is proposed as more general alternative to usual linear MA models. The basic properties of this model are obtained. Although some model propreties are similar to linear case the RCMA model class is too general to find general invertibility conditions. The invertibility of some special examples of RCMA (1) model are investigated in this paper.
  • A linear moving average model with random coefficients (RCMA) is proposed as more general alternative to usual linear MA models. The basic properties of this model are obtained. Although some model propreties are similar to linear case the RCMA model class is too general to find general invertibility conditions. The invertibility of some special examples of RCMA (1) model are investigated in this paper. (en)
Title
  • On invertibility of a random coefficient moving average model
  • Invertibilita modelu klouzavých součtů s náhodnými koeficienty (cs)
  • On invertibility of a random coefficient moving average model (en)
skos:prefLabel
  • On invertibility of a random coefficient moving average model
  • Invertibilita modelu klouzavých součtů s náhodnými koeficienty (cs)
  • On invertibility of a random coefficient moving average model (en)
skos:notation
  • RIV/67985556:_____/05:00030509!RIV07-AV0-67985556
http://linked.open.../vavai/riv/strany
  • 743;756
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(1M0572), P(KSK1019101), Z(AV0Z10750506)
http://linked.open...iv/cisloPeriodika
  • 6
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 534358
http://linked.open...ai/riv/idVysledku
  • RIV/67985556:_____/05:00030509
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • non-linear time series; invertibility; random coefficient; moving average (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • CZ - Česká republika
http://linked.open...ontrolniKodProRIV
  • [4C6CFFD1762C]
http://linked.open...i/riv/nazevZdroje
  • Kybernetika
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 41
http://linked.open...iv/tvurceVysledku
  • Marek, Tomáš
http://linked.open...n/vavai/riv/zamer
issn
  • 0023-5954
number of pages
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